CKMS

pISSN 1225-1763 eISSN 2234-3024
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Choi Y, Jeong D, Kim J, Kim YR, Lee S, Seo S, , Yoo M.  Robust and accurate method for the Black--Scholes equations with payoff-consistent extrapolation.  Commun. Korean Math. Soc. 2015;30:297-311.  https://doi.org/10.4134/CKMS.2015.30.3.297
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